Métricas de Rendimiento
Rentabilidad
0.35%
Volatilidad
0.38%
Sharpe Ratio
-1.426
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.02%
Sortino Ratio:
N/A
Calmar Ratio:
N/A
Rentabilidad
0.82%
Volatilidad
0.32%
Sharpe Ratio
-4.504
VaR 95%
-0.01%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-8.868
Calmar Ratio:
N/A
Rentabilidad
2.19%
Volatilidad
0.34%
Sharpe Ratio
-1.104
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-2.751
Calmar Ratio:
N/A
Rentabilidad
4.68%
Volatilidad
0.34%
Sharpe Ratio
-0.786
VaR 95%
-0.01%
CVaR 95%:
-0.02%
Máximo Drawdown:
-0.04%
Sortino Ratio:
-2.220
Calmar Ratio:
N/A
Rentabilidad
21.96%
Volatilidad
0.52%
Sharpe Ratio
3.388
VaR 95%
-0.02%
CVaR 95%:
-0.03%
Máximo Drawdown:
-0.09%
Sortino Ratio:
7.803
Calmar Ratio:
N/A